APA-Zitierstil (7. Ausg.)

Baele, L., Driessen, J., Ebert, S., Londono, J. M., & Spalt, O. (2019). Cumulative prospect theory, option returns, and the variance premium. The review of financial studies, 32(9), . https://doi.org/10.1093/rfs/hhy127

Chicago-Zitierstil (17. Ausg.)

Baele, Lieven, Joost Driessen, Sebastian Ebert, Juan M. Londono, und Oliver Spalt. "Cumulative Prospect Theory, Option Returns, and the Variance Premium." The Review of Financial Studies 32, no. 9 (2019). https://doi.org/10.1093/rfs/hhy127.

MLA-Zitierstil (9. Ausg.)

Baele, Lieven, et al. "Cumulative Prospect Theory, Option Returns, and the Variance Premium." The Review of Financial Studies, vol. 32, no. 9, 2019, https://doi.org/10.1093/rfs/hhy127.